Yes, this already exists. On OS X it's Cmd-W, so I assume it would be Alt-W on Windows (maybe Ctrl-W?).

The trick is that the desktop needs to have the keyboard focus, not a window. It won't work if you're typing in a window. First, click on the desktop, then use the key combo. This is a bit inconvenient for closing a single window, but it works well if you want to clean up a bunch of windows.

Cheers,
Josh

Mariano Martinez Peck wrote:

Something like Ctrl + W or similar. It think this would be a really useful shortcut (at least for me haha).

Thanks in advance.
  